How to bake multiple objects into one?
It would be easier to help you if you had provided a blender scene or some screenshots.
If you want to bake multiple objects together, the way to go is the following (from what I understand you are doing some steps correctly, but might miss out on a few things to consider):


create a separate uv channel for all objects and set it active
note: every material must have a unconnected texture node with the texture you would like to bake to (this node has to be active)
unwrap your objects: you can either select all objects and unwrap them together. (this will distribute the uv-coordinates for all objects on one uv-layout) Or you can manually unwrap the objects. but you need to make sure that they will not overlap with the uv coordinates from other objects you also want to bake)
Make a copy of all objects and merge them
hide the original objects
bake (watch out that the island margin is not too big -> play around with it)


Edit: if you keep the original objects hidden, you can later apply the baked texture to all those objects and you still have them separate. Or you can apply the texture on the joined object, whatever you prefer